+812.2%
FISV vs AKAM
+0.7%
+811.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.9% | -9.2% | -5.0% |
| 7D | -6.4% | +5.4% | -11.8% | -7.2% |
| 30D | -6.8% | -5.9% | -1.0% | -6.2% |
| 3M | -10.0% | -19.6% | +9.7% | -7.6% |
| 6M | -20.6% | +8.5% | -29.1% | -23.3% |
| YTD | -27.6% | +26.9% | -54.5% | -32.0% |
| 1Y | -64.3% | +41.7% | -106.0% | -67.0% |
| 3Y | -60.0% | +5.8% | -65.8% | -61.9% |
| 5Y | -57.7% | -2.3% | -55.4% | -59.4% |
| 10Y | -3.0% | +111.0% | -113.9% | -18.1% |
| All | +812.2% | +0.7% | +811.5% | +464.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling